RSSB vs. IQLT

Last updated Jun 13, 2026

RSSB (Return Stacked Global Stocks & Bonds ETF) and IQLT (iShares MSCI Intl Quality Factor ETF) are both exchange-traded funds - RSSB is a Global Allocation fund actively managed by Return Stacked, while IQLT is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Sector Neutral Quality Index (Net). RSSB is actively managed, while IQLT is passively managed. Over the past year, RSSB returned 24.37% vs 16.83% for IQLT. Their correlation of 0.80 suggests significant overlap in exposure. RSSB charges 0.39%/yr vs 0.30%/yr for IQLT.

Performance

RSSB vs. IQLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and iShares MSCI Intl Quality Factor ETF (IQLT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSSB achieves a 8.69% return, which is significantly lower than IQLT's 9.81% return.

RSSB

• 1D: 0.24%
• 1M: 0.44%
• YTD: 8.69%
• 6M: 9.50%
• 1Y: 24.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IQLT

• 1D: 0.04%
• 1M: 1.07%
• YTD: 9.81%
• 6M: 11.22%
• 1Y: 16.83%
• 3Y*: 14.25%
• 5Y*: 7.32%
• 10Y*: 10.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSB vs. IQLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSSB Return Stacked Global Stocks & Bonds ETF	8.69%	25.16%	10.53%	6.63%
IQLT iShares MSCI Intl Quality Factor ETF	9.81%	25.42%	1.54%	5.58%

Correlation

The correlation between RSSB and IQLT is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 5, 2023	0.80

The correlation between RSSB and IQLT has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

RSSB vs. IQLT - Sectors Allocation Comparison

Sectors	RSSB	IQLT
Technology	27.9%	11.6%
Financial Services	15.9%	24.3%
Industrials	11.5%	17.3%
Consumer Cyclical	9.7%	8.1%
Communication Services	8.3%	4.3%
Healthcare	8.2%	9.8%
Consumer Defensive	5.0%	6.0%
Energy	4.3%	5.9%
Basic Materials	4.1%	7.2%
Utilities	2.7%	3.8%
Real Estate	2.4%	1.6%

Return for Risk

RSSB vs. IQLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSSB

RSSB Risk / Return Rank: 50
RSSB Sharpe Ratio Rank: 50
RSSB Sortino Ratio Rank: 49
RSSB Omega Ratio Rank: 49
RSSB Calmar Ratio Rank: 48
RSSB Martin Ratio Rank: 55

IQLT

IQLT Risk / Return Rank: 37
IQLT Sharpe Ratio Rank: 36
IQLT Sortino Ratio Rank: 36
IQLT Omega Ratio Rank: 33
IQLT Calmar Ratio Rank: 37
IQLT Martin Ratio Rank: 43

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSSB vs. IQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and iShares MSCI Intl Quality Factor ETF (IQLT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RSSB	IQLT	Difference
Sharpe ratio: Return per unit of total volatility	1.53	1.13	+0.41
Sortino ratio: Return per unit of downside risk	2.14	1.67	+0.47
Omega ratio: Gain probability vs. loss probability	1.27	1.20	+0.07
Calmar ratio: Return relative to maximum drawdown	2.10	1.63	+0.48
Martin ratio: Return relative to average drawdown	8.47	6.18	+2.29

RSSB vs. IQLT - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.53, which is higher than the IQLT Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of RSSB and IQLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSSB vs. IQLT - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, smaller than the maximum IQLT drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for RSSB and IQLT.

Drawdown Indicators

	RSSB	IQLT	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-32.21%	+16.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-10.38%	-1.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.18%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.21%	—
Current Drawdown Current decline from peak	-2.01%	-0.04%	-1.97%
Average Drawdown Average peak-to-trough decline	-2.27%	-6.21%	+3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.74%	+0.15%

Volatility

RSSB vs. IQLT - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 6.33% compared to iShares MSCI Intl Quality Factor ETF (IQLT) at 5.41%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than IQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSB	IQLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.33%	5.41%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	13.43%	12.72%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	15.97%	15.00%	+0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	16.55%	+0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	17.00%	-0.24%

RSSB vs. IQLT - Expense Ratio Comparison

RSSB has a 0.39% expense ratio, which is higher than IQLT's 0.30% expense ratio.

Dividends

RSSB vs. IQLT - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.20%, more than IQLT's 2.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQLT iShares MSCI Intl Quality Factor ETF	2.12%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%
RSSB Return Stacked Global Stocks & Bonds ETF	3.20%	3.48%	1.10%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSSB and IQLT in my portfolio?

RSSB and IQLT have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSB or IQLT?

RSSB has higher volatility (6.33%) compared to IQLT (5.41%). In terms of maximum drawdown, RSSB dropped -16.21% vs IQLT's -32.21%.

Which ETF is better, RSSB or IQLT?

On 1-year performance, RSSB leads with 24.37% vs 16.83% for IQLT. On fees, IQLT is cheaper at 0.30% per year. On volatility, IQLT has been the lower-risk option at 5.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSB or IQLT?

Over the 1-year period, RSSB has performed better with a 24.37% return vs 16.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSB or IQLT?

IQLT is cheaper with a 0.30% expense ratio, compared with 0.39% for RSSB.

Which ETF pays a higher dividend yield, RSSB or IQLT?

RSSB has the higher dividend yield at 3.20%, compared with 2.12% for IQLT.

What is the main difference between RSSB and IQLT?

RSSB is categorized as Global Allocation, while IQLT is Foreign Large Cap Equities. They also come from different issuers: Return Stacked and iShares. Their fees differ too: 0.39% for RSSB and 0.30% for IQLT.

Which has better risk-adjusted returns?

RSSB currently has the higher Sharpe Ratio (1.53 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.